* This is the replication package for our paper titled "Filing Agents and Information Leakage," published in the Journal of Financial & Quantitative Analysis. The manuscript was submitted prior to the journal’s code sharing policy taking effect on January 1, 2024, so this package is provided voluntarily to help understand our empirical specification.

* Results are produced using Stata 18-MP. Packages that may need to be installed include reghdfe estout, and gtools. To install these packages, run the "setup" do file in the "do" folder.

* For complete replication, replicators need to have access to CRSP daily and monthly data (including link table), TAQ data (sample SAS code for data extraction from WRDS Cloud included in the replication package), 8-K Filing data from WRDS SEC Analytics Suite (or scraped from SEC EDGAR), and Wall Street Horizon data. 

* The raw data from these sources could not be provided in the public repository due to licensing, but the code to process the raw data is included in the "data processing" folder. 

* The pseudo sample datasets are small pseudo samples that allow replicators to run our codes in the "result production" folder, but are not the actual sample used in the paper. The "pseudo_id" variable should be replaced by the actual firm identifiers in the actual sample and code.

* The "master file" in the "do" folder will run through all the result production codes and generate pseudo results in the "results" folder.